fetch-yfinance

name	fetch-yfinance
description	One-shot code patterns for downloading price and market data from yfinance inside the E2B sandbox. Load this skill whenever a task requires market or futures data from Yahoo Finance. Load examples.md for working code.

Fetching market data with yfinance

E2B execution model

Each run_code call is a completely fresh Python process. There is no state, no variables, and no files from any previous call. Every code block must be fully self-contained: all imports, all data fetching, and all analysis in one block.

yfinance is pre-installed in the sandbox. No pip install needed.

What this skill provides

examples.md — Working code patterns for:

• Pattern 1: Single ticker, date range (e.g. WTI crude oil CL=F)
• Pattern 2: Applying a temporal cutoff for backtesting (do not use data after as_of)
• Pattern 3: Multiple tickers in one fetch

Workflow

1. Call load_skill_resource("fetch-yfinance", "references/examples.md") to load the patterns.
2. Identify which pattern fits your task.
3. Combine with other skill examples in the same code block.

Common tickers

Series	Ticker
WTI crude oil	CL=F
Brent crude	BZ=F
S&P 500	^GSPC
Natural gas	NG=F
USD/CAD	CAD=X

Gotchas

• ticker.history() returns a timezone-aware DatetimeIndex on recent yfinance versions. Strip the timezone with .dt.tz_localize(None) after reset_index.
• For futures (CL=F, NG=F), use auto_adjust=False and take the Close column directly — adjusted close is not meaningful for rolled futures.
• Always sort by date ascending after fetching.